Tag Archives: capabilities

Due to the GitHUb and Staples hacks, learn from ex NASA security admin about Linux secure lockdown capabilities

Due to the GitHUb and Staples hacks, learn from ex NASA security admin about Linux secure lockdown capabilities

With these news stories like this today alone today:

http://www.marketwatch.com/story/staples-provides-update-on-data-security-incident-2014-12-19?reflink=MW_news_stmp

https://github.com/blog/1938-git-client-vulnerability-announced

I guess you could say I need to start learning the secure way of doing this. As you can imagine, I will not be sharing these learning as it is considered privy info as you can imagine from someone like this. Hope you understand.

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Is it time to revisit open source C++ library QuantLib for risk management capabilities?

It is a c++ open source library. It is seems to be the best for this and use of quant methods. As being built as a DLL,  Tradelink will be able talk to it. Let me know what you think.

http://quantlib.org/index.shtml

Or is this better from within Matlab? http://www.mathworks.com/discovery/financial-risk-management.html

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Could Office 2013 offer amazing visualization and real time data analysis with streaming capabilities in to .DOTNET and Matlab?

Could Office 2013 offer amazing visualization and real time data analysis with streaming capabilities in to .DOTNET and Matlab?

Holy!!

With XLQ, this could really open up a whole new world for data analytics:

Charting looks impressive

http://www.pcworld.com/article/2026645/10-awesome-new-features-in-excel-2013.html

http://office.microsoft.com/en-us/excel-help/what-s-new-in-excel-2013-HA102809308.aspx

I have no Office 2013 subscription or cloud offering. I want it based on my own infrastructure for full control and security reasons!

After seeing the functionality with Windows Server 2012, there are some enormous potential here with Office 2013, XLQ, and the others I mentioned in earlier posts.

On top of that, you add Matlab and Simulink with Excel integration could be exciting:

http://www.mathworks.com/matlabcentral/fileexchange/35358-example-for-creating-multiple-entities-for-simevents-from-excel

The best part is there is no need for hardcore programming to get something done!

This could be another powerful demo of Simulnk and Excel:

http://www.mathworks.com/help/systemtest/examples/using-excel-test-data-with-simulink-inport-blocks.html

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Sort of like this:

 

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What do the experts say about R debugging capabilities vs highly productive Matlab

What do the experts say about R debugging capabilities vs highly productive Matlab

 

These were the instant responses I got on my Twitter stating R has no debugger:

  1. @revodavid@quantlabs Also ESS has a debugger. And the interactive debugging functionality in R is getting substantially better.

  2. Revolution R Enterprise has a debugger for R http://bit.ly/14o5wNO  RT @quantlabs: #Rstats has no #debugger

First off, thanks to all who responded

I have no intention of buying any commercial products for R as this is why I use Matlab with the other advantages I mention. As for a command line debugger, haha you are funny. Get with the times. Interactive debuggers in tools like Eclipse, Visual Studio and even Matlab are standard de facto. That is what makes me productive and pretty well learn new stuff.

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Youtube video on Important demo of math in pure quant with Matlab’s Curve Fitting toolbox capabilities

Youtube video on Important demo of math in pure quant with Matlab’s Curve Fitting toolbox capabilities

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Youtube video on Importance of math in pure quant with Matlab’s Statistics toolbox capabilities

Youtube video on Importance of math in pure quant with Matlab’s Statistics toolbox capabilities

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Youtube video on Importance of math in pure quant with Matlab’s base math capabilities

Youtube video on Importance of math in pure quant with Matlab’s base math capabilities

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Just like Metatrader Youtube video Demo of Multicharts featuring indicator and signal capabilities

Just like Metatrader Youtube video Demo of Multicharts featuring indicator and signal capabilities

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For HFT: Trying out Microsoft Windows 8 trial for AMP capabilities for GPU debug preview within Visual Studio 2012 C++

For HFT: Trying out Microsoft Windows 8 trial for AMP capabilities for GPU debug preview within Visual Studio 2012 C++

UPDATE:  C++ AMP is slowest compared to CUDA http://codinggorilla.domemtech.com/?p=1135

This is required to take advantage of this feature. As a result, I might as well try it. There is also a decent priced upgrade if this thing works but no way in hell will I upgrade my primary system with an immature Windows 8.

Let’s see what happens.

Ok. This thing is installed but it kind of looks cool but now what. How do I get into the classic desktop. I tried the lower left but nothing happens with the switch between Metro and what I am used. I could not open any of these side Windows. It is pretty crappy if I cannot use it. I think it might be wise to go to Windows Server 2012 instead as it has some stuff I am used to . I think Microsoft has a lot of work ahead to make people really use this thing. I am sure it is matter of time but that I don’t have. At this point, Windows 8 fails from my point of view. Windows Server 2012 has some hope though especially for developers.

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For HFT: FPGA notes with potential capabilities thanks to Matlab’s Simulink and HDL Code Generation

For HFT: FPGA notes with potential capabilities thanks to Matlab’s Simulink and HDL Code Generation
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Current HFT operation are using FPGA so here is some proof with notes:

Some notes about FPGA with job options:
1. It is quite clear there are more jobs for FPGA vs CUDA/GPU. Some example job descriptions according to Dice in the world of finance:
http://seeker.dice.com/jobsearch/servlet/JobSearch?NUM_PER_PAGE=30&op=300&Ntk=JobSearchRanking&N=0&No=30&FRMT=0&FREE_TEXT=fpga&LOCATION_OPTION=2&Ntx=mode+matchall&QUICK=1&SORTSPEC=0&DAYSBACK=30&Hf=0&RADIUS=64.37376
http://seeker.dice.com/jobsearch/servlet/JobSearch?op=302&dockey=xml/a/0/a06f6051e2be624a1d4149bc69aa24d6@endecaindex&source=19&FREE_TEXT=fpga&rating=99
http://seeker.dice.com/jobsearch/servlet/JobSearch?op=302&dockey=xml/1/f/1f8d3b745731ce6bea1b9210b5cf0a99@endecaindex&source=19&FREE_TEXT=fpga&rating=99
There are no pay rates but believe me FPGA developers are top dogs in HFT shops!

2. Standard make Xilinx maker has some ‘affordable’ level boards for around $100-200.
http://www.xilinx.com/products/boards_kits/university/index.htm
A $1700 evaluation kit:
http://www.xilinx.com/products/boards-and-kits/EK-K7-KC705-G.htm
Ouch! FPGA is not cheap or easy to develop in. Nor is it easy or is it?

3. FPGA Software development with R and Matlab
Matlab appears to have a solution:
http://www.mathworks.com/fpga-design/
Nothing for R: http://www.r-bloggers.com/?s=fpga
I guess another reasons for Matlab. I have verified also there is something called Simulink HDL Code Generation. The help summarizes:
Simulink® HDL Coder™ software lets you generate hardware description language (HDL) code based on Simulink® models and Stateflow® finite-state machines. The coder brings the Model-Based Design approach into the domain of application-specific integrated circuit (ASIC) and field programmable gate array (FPGA) development. Using the coder, system architects and designers can spend more time on fine-tuning algorithms and models through rapid prototyping and experimentation and less time on HDL coding.

Typically, you use a Simulink model to simulate a design intended for realization as an ASIC or FPGA. Once satisfied that the model meets design requirements, you run the Simulink HDL Coder compatibility checker utility to examine model semantics and blocks for HDL code generation compatibility. You then invoke the coder, using either the command line or the graphical user interface. The coder generates VHDL or Verilog code that implements the design embodied in the model.

Usually, you also generate a corresponding test bench. You can use the test bench with HDL simulation tools to drive the generated HDL code and evaluate its behavior. The coder generates scripts that automate the process of compiling and simulating your code in these tools. You can also use EDA Simulator Link™, software from MathWorks® to cosimulate generated HDL entities within a Simulink model.

The test bench feature increases confidence in the correctness of the generated code and saves time spent on test bench implementation. The design and test process is fully iterative. At any point, you can return to the original model, make modifications, and regenerate code.

 

As far you know some basic assembly (and do not worry the programming doesn’t look like assembly, it is more human), it will help you get used to the idea of moving the data in a efficient way.In the case you want to revise or learn assembly this book is the ideal one.
http://www.amazon.co.uk/gp/product/1478119209/ref=oh_details_o02_s00_i01

 …
I havent done VHDL for a long time but i was browsing the other day some really nice affordable PCI-Express FPGA cards with ethernet port,… which in reality is the ideal thing if you want to have the best possible speed.

 

This $300 card was recommended

http://www.nallatech.com/PCI-Express-FPGA-Cards/pcie-287n-7-series-fpga-network-processing-card.html

 

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